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VET - Vermilion Energy
Implied Volatility Analysis

Implied Volatility:
71.5%
Put/Call-Ratio:
0.31

Vermilion Energy has an Implied Volatility (IV) of 71.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VET is 21 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for VET is -0.65 standard deviations away from its 1 year mean.

Market Cap$4.09B
Dividend Yield0.48% ($0.12)
Next Earnings Date11/8/2022 (51d)
Next Dividend Date9/29/2022 (11d) !
Implied Volatility (IV) 30d
71.45
Implied Volatility Rank (IVR) 1y
21.09
Implied Volatility Percentile (IVP) 1y
22.80
Historical Volatility (HV) 30d
66.64
IV / HV
1.07
Open Interest
123.14K
Option Volume
8.02K
Put/Call Ratio (Volume)
0.31

Data was calculated after the 9/16/2022 closing.

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